restriction of arch and garch terms
Posted: Mon May 18, 2009 5:25 am
hi
I ma using LOGL object to estimate a GARCH model. How could I put a restriction on GARCH and ARCH terms such that they do not exceed one.
I apperciate your help
I ma using LOGL object to estimate a GARCH model. How could I put a restriction on GARCH and ARCH terms such that they do not exceed one.
I apperciate your help